-27.8%
AAL vs RIG
-89.8%
+61.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.1% | +1.9% |
| 7D | -3.7% | +0.9% | -4.6% | -4.0% |
| 30D | -20.8% | +13.8% | -34.6% | -23.4% |
| 3M | -1.3% | -6.4% | +5.1% | -1.0% |
| 6M | +5.4% | -8.2% | +13.5% | +4.7% |
| YTD | -14.4% | +41.6% | -56.0% | -23.8% |
| 1Y | +2.1% | +88.7% | -86.6% | -15.9% |
| 3Y | -10.6% | -30.9% | +20.3% | -12.0% |
| 5Y | -32.2% | +57.7% | -89.9% | -51.2% |
| 10Y | -62.7% | -39.3% | -23.5% | -77.1% |
| All | -27.8% | -89.8% | +61.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling